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Why you should also use OLS estimation of tail exponents

Thiago Trafane Oliveira Santos, Daniel Oliveira Cajueiro

arXiv 16 Sep 2024 · Statistics — Methodology

arXiv:2409.10448 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Even though practitioners often estimate Pareto exponents running OLS rank-size regressions, the usual recommendation is to use the Hill MLE with a small-sample correction instead, due to its unbiasedness and efficiency. In this paper, we advocate that you should also apply OLS in empirical applications. On the one hand, we demonstrate that, with a small-sample correction, the OLS estimator is also unbiased. On the other hand, we show that the MLE assigns significantly greater weight to smaller observations. This suggests that the OLS estimator may outperform the MLE in cases where the distribution is (i) strictly Pareto but only in the upper tail or (ii) regularly varying rather than strictly Pareto. We substantiate our theoretical findings with Monte Carlo simulations and real-world applications, demonstrating the practical relevance of the OLS method in estimating tail exponents.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
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10Gabaix (2009) `Power laws in economics and finance', Annual Review of Economics 1(1), 255–2930.58531100%

Showing the top 10 of 32 scored citations.